[globba22]

Don't do an internship: you already have years of professional experience doing similar work.

In spite of what I call the so-called shortage for data scientists, getting a data science job is a pretty tough challenge. Read this post for a good description: http://treycausey.com/data_science_interviews.html

Keep interviewing and applying for jobs. You will learn a lot about what exactly you want to do and eventually land on something.

If you are in or near one of the tech hubs in the US, I might recommend a data science bootcamp like those offered by Metis, or even an evening course like that offered by General Assembly. Such programs typically have connections with local industry and can help network.